The sails in the picture are being winched in. Normally, they fly like a kite, about 200 m above the ship, and tow it forwards. The winds are much stronger up there. It also looks like the kite has been partially furled - the picture on Wikipedia looks much bigger:

http://en.wikipedia.org/wiki/MS_Beluga_Skysails

the gas savings outweighed the cost of the parachute or they wouldn't have done it. 1% savings on a ship that size is significant money.